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Single-stock futures : evidence from the Indian securities market
Kumar, Umesh; Tse, Yiuman - In: Global finance journal 20 (2009) 3, pp. 220-234
Persistent link: https://www.econbiz.de/10003921967
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Illuminating the profitability of pairs trading : a test of the relative pricing efficiency of markets for water utility stocks
Gutiérrez, José Angel; Tse, Yiuman - In: The journal of trading 6 (2011) 2, pp. 50-64
Persistent link: https://www.econbiz.de/10009008498
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The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures
Kittiakarasakun, Jullavut; Tse, Yiuman; Wang, George H. K. - In: Managerial finance 38 (2012) 8, pp. 752-767
Persistent link: https://www.econbiz.de/10009568698
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Volatility and trading activity following changes in the size of futures contracts
Bjursell, Johann; Frino, Alex; Tse, Yiuman; Wang, … - In: Journal of empirical finance 17 (2010) 5, pp. 967-980
Persistent link: https://www.econbiz.de/10009267230
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Modeling the fat tails in Asian stock markets
Kittiakarasakun, Jullavut; Tse, Yiuman - In: International review of economics & finance : IREF 20 (2011) 3, pp. 430-440
Persistent link: https://www.econbiz.de/10009304049
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The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.; Lau, Francis; Tse, Yiuman - In: The journal of futures markets 35 (2015) 10, pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
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Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan; Krause, Timothy; Tse, Yiuman - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10011333135
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The informativeness of trades and quotes in the FTSE 100 index futures market
Frijns, Bart; Tse, Yiuman - In: The journal of futures markets 35 (2015) 2, pp. 105-126
Persistent link: https://www.econbiz.de/10011348464
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Is carry-trade a viable alternative asset class?
Das, Sougata; Kadapakkam, Palani-Rajan; Tse, Yiuman - In: Journal of international financial markets, … 24 (2013), pp. 247-257
Persistent link: https://www.econbiz.de/10009726367
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Volatility and return spillovers in Canadian and US industry ETFs
Krause, Timothy; Tse, Yiuman - In: International review of economics & finance : IREF 25 (2013), pp. 244-259
Persistent link: https://www.econbiz.de/10009693301